Volatility linkage across global equity markets
Year of publication: |
2014
|
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Authors: | Ding, Liang ; Huang, Yirong ; Pu, Xiaoling |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 25.2014, 2, p. 71-89
|
Subject: | Linkage | Implied volatility | Realized volatility | Volatilität | Volatility | Aktienmarkt | Stock market | Welt | World | ARCH-Modell | ARCH model | Internationaler Finanzmarkt | International financial market | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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